After you have selected the entire object, R click, select convert to Editable poly -
Editable Poly is an editable object with five sub-object levels: vertex, edge, border, polygon, and element. Its usage is similar to that of an editable mesh object, with controls for manipulating an object as a polygon mesh at various sub-object levels. Rather than triangular faces, however, the poly object's faces are polygons with any number of vertices.
- Create or select an object. > Quad menu > Transform quadrant > Convert to > Convert to Editable Poly
- Create or select an object. >
Modify panel > Right-click the base object in the stack. > Choose Convert to: Editable Poly.
At the editable poly Edge sub-object level, you can select single and multiple edges and transform them using standard methods.
Another Tip - So many of these beginner questions can be solved easily by useing the 3DS Max help pages. ( and Google )
Good Luck